Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients

Details Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients

2009-07-16

arxiv.org/abs/0907.2785v1

Mathematics

Probability

Scientific paper

We prove an existence and uniqueness result for generalized backward doubly
stochastic differential equations driven by L\'evy processes with non-Lipschitz
assumptions.

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